I think of different websites for different purposes.
I really like the Equipment and Equipment Kits that Midwest has, so I usually go there first. I've found that their prices are lower, but they don't have flat-rate shipping, so I usually do some cross comparisons with other sites before I place an order. I can always count on getting my order in 2 days from them (I live in Chicago though, very close to Minneapolis).
Austin Homebrew has some great kits, a wide selection, and very competitive flat-rate shipping. They are the first site I usually go to when I'm trying to price out a recipe.
Brewmaster's Warehouse has an unmarred customer service record, a great selection of grains, and a phenomenal grain crush. They also have the BrewBuilder (great tool) and the ability to save recipes. They also have a lot of recipes in their database, and a lot of those recipes were formulated by members of HBT. I go here unquestionably for my AG recipes (at least the grain bill). Also has the cheapest flat-rate shipping I've found.
Hopsdirect has, without question, the best prices on hops. You have to buy them by the pound however. I've only placed one order with them, and that was this week. I can not recommend them quite yet, I have to wait until my order comes in.